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XHYE vs. BSJP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XHYE vs. BSJP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx US High Yield Energy Sector ETF (XHYE) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XHYE

1D
0.00%
1M
-0.36%
YTD
3.57%
6M
4.05%
1Y
9.74%
3Y*
8.50%
5Y*
10Y*

BSJP

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XHYE vs. BSJP - Yearly Performance Comparison


2026 (YTD)2025202420232022
XHYE
BondBloxx US High Yield Energy Sector ETF
3.57%6.73%7.46%11.49%-1.77%
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
0.00%4.46%8.07%10.41%-2.77%

Correlation

The correlation between XHYE and BSJP is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2022

0.77

Over the past year, the correlation between XHYE and BSJP has dropped to 0.01 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

XHYE vs. BSJP - Sectors Allocation Comparison


Sectors
XHYE
BSJP

Energy

49.2%
0.1%

Technology

0.3%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Financial Services

-

95.2%

Healthcare

-

-

Industrials

-

4.7%

Real Estate

-

-

Utilities

-

-

Energy

XHYE
49.2%
BSJP
0.1%

Technology

XHYE
0.3%
BSJP

-

Basic Materials

XHYE

-

BSJP

-

Communication Services

XHYE

-

BSJP

-

Consumer Cyclical

XHYE

-

BSJP

-

Consumer Defensive

XHYE

-

BSJP

-

Financial Services

XHYE

-

BSJP
95.2%

Healthcare

XHYE

-

BSJP

-

Industrials

XHYE

-

BSJP
4.7%

Real Estate

XHYE

-

BSJP

-

Utilities

XHYE

-

BSJP

-

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Return for Risk

XHYE vs. BSJP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XHYE
XHYE Risk / Return Rank: 9494
Overall Rank
XHYE Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XHYE Sortino Ratio Rank: 9595
Sortino Ratio Rank
XHYE Omega Ratio Rank: 9494
Omega Ratio Rank
XHYE Calmar Ratio Rank: 9595
Calmar Ratio Rank
XHYE Martin Ratio Rank: 9494
Martin Ratio Rank

BSJP
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XHYE vs. BSJP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx US High Yield Energy Sector ETF (XHYE) and Invesco BulletShares 2025 High Yield Corporate Bond ETF (BSJP). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


XHYEBSJPDifference

Sharpe ratio

Return per unit of total volatility

3.18

Sortino ratio

Return per unit of downside risk

5.13

Omega ratio

Gain probability vs. loss probability

1.69

Calmar ratio

Return relative to maximum drawdown

8.67

Martin ratio

Return relative to average drawdown

27.59

XHYE vs. BSJP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XHYEBSJPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.84

Drawdowns

XHYE vs. BSJP - Drawdown Comparison


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Drawdown Indicators


XHYEBSJPDifference

Max Drawdown

Largest peak-to-trough decline

-8.87%

Max Drawdown (1Y)

Largest decline over 1 year

-1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-6.40%

Current Drawdown

Current decline from peak

-0.36%

Average Drawdown

Average peak-to-trough decline

-1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

Volatility

XHYE vs. BSJP - Volatility Comparison


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Volatility by Period


XHYEBSJPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

Volatility (6M)

Calculated over the trailing 6-month period

1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.60%

XHYE vs. BSJP - Expense Ratio Comparison

XHYE has a 0.35% expense ratio, which is lower than BSJP's 0.42% expense ratio.


Dividends

XHYE vs. BSJP - Dividend Comparison

XHYE's dividend yield for the trailing twelve months is around 5.79%, more than BSJP's 2.26% yield.


PositionTTM202520242023202220212020201920182017
BSJP
Invesco BulletShares 2025 High Yield Corporate Bond ETF
2.26%4.50%6.25%7.07%5.37%4.27%4.96%5.49%5.84%1.32%
XHYE
BondBloxx US High Yield Energy Sector ETF
5.79%6.55%7.04%6.46%5.46%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XHYE and BSJP have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XHYE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XHYE is cheaper with a 0.35% expense ratio, compared with 0.42% for BSJP.

XHYE has the higher dividend yield at 5.79%, compared with 2.26% for BSJP.

XHYE tracks ICE Diversified US Cash Pay High Yield Energy Index, while BSJP tracks NASDAQ BulletShares USD High Yield Corporate Bond 2025 TR Index. They also come from different issuers: BondBloxx and Invesco. Their fees differ too: 0.35% for XHYE and 0.42% for BSJP.

Portfolio Optimizer

Find the right allocation for XHYE and BSJP

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